-53.3%
CHTR vs NVT
+694.8%
-748.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.3% |
| 7D | -7.1% | +2.0% | -9.2% | -7.5% |
| 30D | -10.9% | -7.2% | -3.7% | -10.1% |
| 3M | +2.0% | -0.9% | +2.9% | +0.8% |
| 6M | -35.9% | +42.6% | -78.5% | -41.8% |
| YTD | -32.7% | +52.9% | -85.6% | -40.1% |
| 1Y | -46.6% | +64.5% | -111.0% | -53.4% |
| 3Y | -66.7% | +178.0% | -244.7% | -75.7% |
| 5Y | -82.1% | +402.8% | -484.9% | -89.0% |
| All | -53.3% | +694.8% | -748.2% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling